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Dynamic Asset Allocation Balanced Fund (Class A)  (PABAX)

A globally diversified fund pursuing a balance of growth and income

Dynamic Asset Allocation Balanced Fund received an  Overall Morningstar Rating  of  

Highlights

Objective

The Balanced Fund seeks total return.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 benchmark.
  • Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
  • Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $14.18
-0.21% | $-0.03
$15.73
08/29/18
$12.60
12/24/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$2,677.59M
Turnover (fiscal year end)
129%
Dividend frequency (view rate)
Quarterly
Number of holdings
1829
Fiscal year-end
September
CUSIP / Fund code
746444306 / 0041
Inception date
02/07/94
Category
Asset Allocation
Open to new investors
Ticker
PABAX

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation


Manager commentary | Q4 2018

Demand could boost energy sector

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains why he is bullish on energy and commodities stocks for 2019.


Literature


Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.
Italy's bank troubles challenge EU
Troubled banks in Italy pose a new challenge to the EU, one that has been compounded by the U.K.'s vote in favor of Brexit.

Performance

Consistency of positive performance over five years

Performance represents 5-year returns in rolling quarter-end periods since inception.

Performance shown above does not reflect the effects of any sales charges. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.

17.49%

Best 5-year annualized return

(for period ending 12/31/99)


-3.46%

Worst 5-year annualized return

(for period ending 03/31/09)


6.59%

Average 5-year annualized return


  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

Annualized Total return (%) as of 12/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge -7.21% 4.47% 4.59% 10.08%
After sales charge -12.54% 2.43% 3.36% 9.43%
Russell 3000 Index -5.24%8.97%7.91%13.18%
Putnam Balanced Blended Benchmark -3.90%6.02%5.24%9.22%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 02/28/19 2.02% -3.85%
YTD as of 03/19/19 9.14% 2.86%

Yield

Distribution rate before sales charge
as of 03/19/19
1.83%
Distribution rate after sales charge
as of 03/19/19
1.72%
30-day SEC yield as of 02/28/19
(after sales charge)
1.80%

Risk-adjusted performance as of 02/28/19

Sharpe ratio (3 yrs.) 1.05

Volatility as of 02/28/19

Standard deviation (3 yrs.) 7.52%

Lipper rankings as of 02/28/19

Time period Rank/Funds in category Percentile ranking
1 yr. 284/585 49%
3 yrs. 126/522 25%
5 yrs. 60/467 13%
10 yrs. 10/346 3%
Lipper category: Mixed-Asset Target Alloc Moderate Funds

Morningstar Ratings as of 02/28/19

Time period Funds in category Morningstar Rating
Overall 694
3 yrs. 694
5 yrs. 603
10 yrs. 440
Morningstar category: Allocation--50% to 70% Equity

Distributions

Record/Ex dividend date 03/18/19
Payable date 03/20/19
Income $0.065
Extra income --
Short-term cap. gain --
Long-term cap. gain --

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 02/28/19

Gnma Gii30 Ma4652 03.5000 08/20/2047 2.04%
Alphabet 1.93%
Fnma Fn30 Ma3238 03.5000 01/01/2048 1.74%
JPMorgan Chase 1.32%
Apple 1.17%
Cisco Systems 1.14%
Boeing 1.14%
Verizon Communications 1.07%
Home Depot 1.07%
Chevron 0.97%
Top 10 holdings, percent of portfolio 13.59%

Full portfolio holdings as of 12/31/18

GNMA GII30 MA4652 03.5000 08/20/2047 2.25%
FNMA FN30 MA3238 03.5000 01/01/2048 1.91%
ALPHABET INC-CL A 1.89%
JPMORGAN CHASE & CO 1.32%
S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 1.23%
APPLE INC 1.16%
VERIZON COMMUNICATIONS INC 1.15%
HOME DEPOT INC 1.11%
CISCO SYSTEMS INC 1.10%
BOEING CO/THE 1.08%
CHEVRON CORP 0.96%
STARBUCKS CORP 0.89%
FNMA FN15 AL9468 03.0000 12/01/2031 0.88%
FHLMC FH30G G08814 04.0000 05/01/2048 0.86%
CITIGROUP INC 0.85%
AMAZON.COM INC 0.83%
INTL BUSINESS MACHINES CORP 0.83%
COCA-COLA CO/THE 0.82%
MICROSOFT CORP 0.80%
PEPSICO INC 0.72%
ORACLE CORP 0.67%
ADOBE INC 0.65%
AMGEN INC 0.65%
LOWES COMPANIES INC 0.64%
FNMA FN30 TBA 04.0000 01/01/2049 0.62%
JOHNSON & JOHNSON 0.62%
MEDTRONIC PLC 0.60%
CONOCOPHILLIPS 0.55%
MERCK & CO. INC. 0.55%
ELI LILLY & CO 0.53%
WALGREENS BOOTS ALLIANCE INC 0.50%
FACEBOOK INC-CLASS A 0.49%
FNMA FN30 TBA 06.0000 01/01/2049 0.48%
INTUIT INC 0.44%
FNMA FN30 MA2737 03.0000 09/01/2046 0.42%
GNMA GII30 MA4837 03.5000 11/20/2047 0.42%
LOCKHEED MARTIN CORP 0.42%
FNMA FN15 TBA 03.0000 01/01/2034 0.41%
INTEL CORP 0.41%
METLIFE INC 0.40%
MONDELEZ INTERNATIONAL INC-A 0.40%
AUTOMATIC DATA PROCESSING 0.39%
FNMA FN30 BH7058 03.5000 12/01/2047 0.39%
NXP SEMICONDUCTORS NV 0.39%
DELTA AIR LINES INC 0.38%
MORGAN STANLEY 0.38%
CIGNA CORP 0.37%
ROSS STORES INC 0.37%
BOOKING HOLDINGS INC 0.36%
GNMA GII30 MA4586 03.5000 07/20/2047 0.36%
HONEYWELL INTERNATIONAL INC 0.36%
PFIZER INC 0.36%
EXELON CORP 0.35%
FNMA FN30 AL9859 03.0000 03/01/2047 0.35%
FNMA FN30 BH5117 04.0000 08/01/2047 0.34%
LYONDELLBASELL INDU-CL A 0.33%
PROCTER & GAMBLE CO/THE 0.32%
UNITED CONTINENTAL HOLDINGS 0.32%
VALERO ENERGY CORP 0.32%
HCA HEALTHCARE INC 0.31%
PHILLIPS 66 0.31%
SYSCO CORP 0.31%
AGILENT TECHNOLOGIES INC 0.27%
ABBVIE INC 0.26%
COGNIZANT TECH SOLUTIONS-A 0.26%
CUMMINS INC 0.26%
WASTE MANAGEMENT INC 0.26%
FNMA FN30 MA3306 04.0000 03/01/2048 0.25%
NETAPP INC 0.25%
PRUDENTIAL FINANCIAL INC 0.25%
TWENTY-FIRST CENTURY FOX - B 0.25%
BAXTER INTERNATIONAL INC 0.24%
CAPITAL ONE FINANCIAL CORP 0.24%
FORTINET INC 0.24%
INGERSOLL-RAND PLC 0.24%
MCKESSON CORP 0.24%
OMNICOM GROUP 0.24%
RU10INTR P US0003M R 11/26/19 CI 0.24%
UNITEDHEALTH GROUP INC 0.24%
E*TRADE FINANCIAL CORPORATION 0.23%
FREEPORT-MCMORAN INC 0.23%
PUBLIC SERVICE ENTERPRISE GP 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.23%
RAYTHEON COMPANY 0.22%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.22%
CENTENE CORP 0.21%
GILEAD SCIENCES INC 0.21%
KLA-TENCOR CORP 0.21%
TEXAS INSTRUMENTS INC 0.21%
AFLAC INC 0.20%
CITIZENS FINANCIAL GROUP 0.20%
CITRIX SYSTEMS INC 0.20%
DARDEN RESTAURANTS INC 0.19%
F5 NETWORKS INC 0.19%
HERSHEY CO/THE 0.19%
NRG ENERGY INC 0.19%
AMERIPRISE FINANCIAL INC 0.18%
COMERICA INC 0.18%
HILTON WORLDWIDE HOLDINGS IN 0.18%
TOTAL SA 0.18%
BIOGEN INC 0.17%
DISCOVER FINANCIAL SERVICES 0.17%
GLAXOSMITHKLINE PLC 0.17%
GOLDMAN SACHS GROUP INC 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
ROCKWELL AUTOMATION INC 0.17%
SPST 2018-1 A 03.2151 04/24/2019 0.17%
SPST 2018-5 A 03.0151 09/24/2019 0.17%
SYNCHRONY FINANCIAL 0.17%
ALLIANZ SE-REG 0.16%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.16%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.16%
AGNC INVESTMENT CORP 0.15%
BRISTOL-MYERS SQUIBB CO 0.15%
BROADRIDGE FINANCIAL SOLUTIO 0.15%
CENTERPOINT ENERGY INC 0.15%
ALLSTATE CORP 0.14%
HUMANA INC 0.14%
MOLSON COORS BREWING CO -B 0.14%
NOVARTIS AG-REG 0.14%
RIO TINTO PLC 0.14%
SPST 2018-3 A 03.0151 07/24/2019 0.14%
ALLISON TRANSMISSION HOLDING 0.13%
AMEREN CORPORATION 0.13%
CAPRI HOLDINGS LTD 0.13%
CITIGROUP INC 03.8870 01/10/2028 0.13%
CVS HEALTH CORP 04.7800 03/25/2038 0.13%
FNMA FN30 AS7003 03.0000 04/01/2046 0.13%
IMPERIAL BRANDS PLC 0.13%
LINCOLN NATIONAL CORP 0.13%
MIZUHO FINANCIAL GROUP INC 0.13%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.13%
APPLE INC 02.1000 05/06/2019 0.12%
AVALONBAY COMMUNITIES INC 0.12%
CADENCE DESIGN SYS INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.12%
ELECTRONIC ARTS INC 0.12%
ENI SPA 0.12%
FNMA FN30 BC2733 03.0000 05/01/2046 0.12%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.12%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.12%
KONINKLIJKE AHOLD DELHAIZE N 0.12%
MORGAN STANLEY 03.6250 01/20/2027 0.12%
PACKAGING CORP OF AMERICA 0.12%
PINNACLE WEST CAPITAL 0.12%
SONY CORP 0.12%
SYNOPSYS INC 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
UGI CORP 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
AES CORP 0.11%
ALLERGAN PLC 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
BERRY GLOBAL GROUP INC 0.11%
DUN & BRADSTREET CORP 0.11%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.11%
FNMA FN30 AS8056 03.0000 10/01/2046 0.11%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.11%
HITACHI LTD 0.11%
HOYA CORP 0.11%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.11%
MACQUARIE GROUP LTD 0.11%
RESMED INC 0.11%
ROYAL DUTCH SHELL PLC-B SHS 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
VOLVO AB-B SHS 0.11%
ABN AMRO GROUP NV-CVA 0.10%
AMETEK INC 0.10%
ASTELLAS PHARMA INC 0.10%
AT&T INC 04.1000 02/15/2028 0.10%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.10%
BF0101 03.5000 06/01/2056 0.10%
CELANESE CORP 0.10%
CK ASSET HOLDINGS LTD 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
COSTAR GROUP INC 0.10%
EQUINOR ASA 0.10%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.10%
HERMES INTERNATIONAL 0.10%
HUNTSMAN CORP 0.10%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
JUNIPER NETWORKS INC 0.10%
L OREAL 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
ORIX CORP 0.10%
PARTNERS GROUP HOLDING AG 0.10%
PEUGEOT SA 0.10%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.10%
REPUBLIC SERVICES INC 0.10%
SANDVIK AB 0.10%
SHIONOGI & CO LTD 0.10%
SPST 2018-8 A 02.9819 02/24/2020 0.10%
SWEDBANK AB - A SHARES 0.10%
VICI PROPERTIES INC 0.10%
ZOETIS INC 0.10%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.09%
AMADEUS IT GROUP SA 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
BOOZ ALLEN HAMILTON HOLDINGS 0.09%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.09%
CBRE GROUP INC - A 0.09%
CDW CORP/DE 0.09%
CELGENE CORP 0.09%
DEUTSCHE TELEKOM AG-REG 0.09%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.09%
EXXON MOBIL CORP 0.09%
HANG SENG BANK LTD 0.09%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.09%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.09%
LAS VEGAS SANDS CORP 0.09%
MARUBENI CORP 0.09%
MITSUI AND CO LTD 0.09%
NESTLE SA-REG 0.09%
NEW RESIDENTIAL INVESTMENT 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
PBF ENERGY INC-CLASS A 0.09%
PERSIMMON PLC 0.09%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.09%
RESONA HOLDINGS INC 0.09%
SANOFI 0.09%
SL GREEN REALTY CORP 0.09%
TAISEI CORP 0.09%
TELENOR ASA 0.09%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.09%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.09%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
ANGLO AMER PLC 0.08%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.08%
BT GROUP PLC 0.08%
DUKE REALTY CORP 0.08%
ENDESA S.A. 0.08%
ENEL SPA 0.08%
EVERGY INC 0.08%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.08%
FNMA FN30 AS7154 03.0000 05/01/2046 0.08%
HD SUPPLY HOLDINGS INC 0.08%
JAPAN AIRLINES CO LTD 0.08%
KAR AUCTION SERVICES INC 0.08%
LLOYDS BANKING GROUP PLC 0.08%
MICROSOFT CORP 01.5500 08/08/2021 0.08%
MICROSOFT CORP 02.4000 08/08/2026 0.08%
OGE ENERGY CORP 0.08%
RESIDEO TECHNOLOGIES INC 0.08%
TOYOTA MOTOR CORP 0.08%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.08%
UNUM GROUP 0.08%
ALPHABET INC 03.6250 05/19/2021 0.07%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.07%
APPLE INC 04.2500 02/09/2047 0.07%
ASHTEAD GROUP PLC 0.07%
ASPEN TECHNOLOGY INC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.07%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.07%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.07%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.07%
FHLMC FH30G G08747 03.0000 02/01/2047 0.07%
FNMA FN30 AS8074 03.0000 10/01/2046 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
FNMA FN40 BF0171 04.0000 01/01/2057 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
KDDI CORP 0.07%
MASIMO CORP 0.07%
NTT DATA CORP 0.07%
PENTAIR PLC 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
RECKITT BENCKISER GROUP PLC 0.07%
STEEL DYNAMICS INC 0.07%
STORE CAPITAL CORP 0.07%
SYNOVUS FINANCIAL CORP 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
TPAT 2018-SL1 A P/P 144A 03.1063 01/25/2046 0.07%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.07%
UPM-KYMMENE OYJ 0.07%
VERIZON COMM 04.3290 09/21/2028 0.07%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.07%
WEYERHAEUSER CO 0.07%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 0.07%
WOLTERS KLUWER 0.07%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
AMAZON.COM INC 03.1500 08/22/2027 0.06%
AMERICAN HOME 4 RENT 0.06%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.06%
BERKSHIRE HATHAWAY INC-CL B 0.06%
BP PLC 0.06%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.06%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
CSAIL 2015-C1 C 04.2957 04/15/2050 0.06%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.06%
DELL TECHNOLOGIES -C 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
FAURECIA 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILL-ROM HOLDINGS INC 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.06%
KINDER MORGAN INC 03.1500 01/15/2023 0.06%
LEAR CORP 03.8000 09/15/2027 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.06%
MITSUBISHI CORP 0.06%
NATIONAL AUSTRALIA B P/P 144A 03.4571 12/09/2019 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
NEWELL BRANDS INC 04.2000 04/01/2026 0.06%
NINTENDO CO LTD 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
NTT DOCOMO INC 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
SPST 2017-LD1 A 03.3063 11/25/2050 0.06%
TUI AG-DI 0.06%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.06%
UCB SA 0.06%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.06%
WESTLAKE CHEMICAL CORP 0.06%
3I GROUP PLC 0.05%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.05%
ANALOG DEVICES INC 02.8500 03/12/2020 0.05%
ARCELORMITTAL 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.05%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BLACK KNIGHT INC 0.05%
BLUESCOPE STEEL LTD 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
CAPGEMINI SE 0.05%
CARLSBERG AS-B 0.05%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.05%
CITIGROUP INC 02.6500 10/26/2020 0.05%
COMM 2010-C1 D P/P 144A 06.1264 07/10/2046 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
COVESTRO AG 0.05%
CSMC 2016-NXSR C 04.3617 12/15/2049 0.05%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.05%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.05%
EAST WEST BANCORP INC 0.05%
ENCOMPASS HEALTH CORP 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
EXTENDED STAY AMERICA INC 0.05%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.05%
FISERV INC 04.2000 10/01/2028 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
JONES LANG LASALLE INC 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LIBERTY PROPERTY TRUST 0.05%
LNSTR 2015-3 B P/P 144A 03.1284 04/20/2048 0.05%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.05%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.05%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.05%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.05%
NOVO NORDISK A/S-B 0.05%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
PEARSON PLC 0.05%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
RAYTHEON COMPANY 02.5000 12/15/2022 0.05%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SCENTRE GROUP 0.05%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
TAYLOR WIMPEY PLC 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
WARNER MEDIA LLC 03.8000 02/15/2027 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.05%
WYNDHAM DESTINATIONS INC 0.05%
ABBVIE INC 02.5000 05/14/2020 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ALFRESA HOLDINGS CORP 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.04%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.04%
ARKEMA 0.04%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.04%
AUTONATION INC. 05.5000 02/01/2020 0.04%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.04%
BIOGEN INC 03.6250 09/15/2022 0.04%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.04%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CLP HOLDINGS LTD 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMCAST CORP 03.9690 11/01/2047 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
COMM 2014-UBS6 C 04.4651 12/10/2047 0.04%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.04%
CROWN RESORTS LTD 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.04%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
EMIR 2018-1 M1 03.9169 11/25/2028 0.04%
EOG RESOURCES INC 02.6250 03/15/2023 0.04%
FAST RETAILING CO LTD 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
GENTING SINGAPORE LTD 0.04%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.04%
GNMA GII30 TBA 03.5000 01/01/2049 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
GSMS 2010-C1 D P/P 144A 06.0511 08/10/2043 0.04%
GSMS 2011-GC3 C P/P 144A 05.6373 03/10/2044 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.04%
KRAFT HEINZ FOODS CO 03.4381 08/10/2022 0.04%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
MSBAM 2014-C17 C 04.4567 08/15/2047 0.04%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.04%
NRZT 2018-4A A1M 03.4063 01/25/2048 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.04%
OMV AG 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.04%
POPULAR INC 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SOFTBANK GROUP CORP 0.04%
SOUTH32 LTD 0.04%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.04%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.04%
STOCKLAND 0.04%
SUMITOMO CHEMICAL CO LTD 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SWEDISH MATCH AB 0.04%
TELSTRA CORP LTD 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
WAMU 2005-AR12 1A8 04.0381 10/25/2035 0.04%
WATERS CORP 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFRBS 2011-C3 D P/P 144A 05.6828 03/15/2044 0.04%
WFRBS 2014-C22 XA IO 00.8472 09/15/2057 0.04%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
AMGEN INC 03.4500 10/01/2020 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.03%
ARRW 2018-1 A3 04.1570 04/25/2048 0.03%
AT&T INC 03.4000 05/15/2025 0.03%
AT&T INC 04.7500 05/15/2046 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK LEUMI LE-ISRAEL 0.03%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.03%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.03%
BMIR 2018-2A M1B P/P 144A 03.8563 08/25/2028 0.03%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CIMIC GROUP LTD 0.03%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.03%
CITIBANK NA 03.0500 05/01/2020 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CMLTI 2005-2 1A2A 04.5375 05/25/2035 0.03%
COLRUYT SA 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.03%
CSAIL 2015-C1 D P/P 144A 03.7957 04/15/2050 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
DEUTSCHE BOERSE AG 0.03%
DOUGLAS EMMETT INC 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUINOR ASA USD 02.9000 11/08/2020 0.03%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
FUJITSU LTD 0.03%
GALAXY ENT GRP L 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GSMS 2011-GC3 D P/P 144A 05.6373 03/10/2044 0.03%
GSMS 2014-GC22 C 04.6893 06/10/2047 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HKT TRUST AND HKT LTD-SS 0.03%
HOCHTIEF AG 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
IBM CORP 01.8750 08/01/2022 0.03%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.03%
JPMCC 2012-C8 D P/P 144A 04.6524 10/15/2045 0.03%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.03%
KAJIMA CORP 0.03%
KERING 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
LBMLT 2004-1 A2 03.3063 02/25/2034 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LONDON STOCK EXCHANGE GROUP 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.03%
MWST 2018-W1 A 03.1314 11/25/2051 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.03%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.03%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.03%
PARAMOUNT GROUP INC 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
PNC BANK NA 02.0000 05/19/2020 0.03%
PROSIEBENSAT.1 MEDIA SE 0.03%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.03%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.03%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SAIL 2004-10 A10 03.4063 11/25/2034 0.03%
SAINSBURY (J) PLC 0.03%
SAMI 2007-AR7 1A1 03.3563 05/25/2047 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SCHRODERS PLC 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
STACR 2015-DNA2 M2 05.1063 12/25/2027 0.03%
STACR 2016-DNA1 M3 08.0563 07/25/2028 0.03%
STACR 2016-HQA3 M3 06.3563 03/25/2029 0.03%
STRAUMANN HOLDING AG-REG 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWISSCOM AG-REG 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
TCF FINANCIAL CORP 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
UNITEDHEALTH GROUP INC 03.3750 11/15/2021 0.03%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.03%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
VOLKSWAGEN AG PFD 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WFMBS 2006-AR2 1A1 04.5952 03/25/2036 0.03%
WFMBS 2006-AR5 1A1 04.2145 04/25/2036 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.03%
WINTRUST FINANCIAL CORP 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.02%
ABC-MART INC 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
AMERICAN ELECTRIC POWER 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.02%
BAFC 2005-B 3M1 03.1451 04/20/2035 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.02%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BAYER AG-REG 0.02%
BMIR 2017-1 M1 P/P 144A 04.2063 10/25/2027 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRAND ENERGY TL L+425 06.7324 06/21/2024 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2014-C03 2M2 05.4063 07/25/2024 0.02%
CAS 2014-C04 1M2 07.4063 11/25/2024 0.02%
CBRE SERVICES INC 04.8750 03/01/2026 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CDX CDX.NA.HY.31 500.0 12/20/2023 0.02%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIGNA HOLDING CO 04.5000 03/15/2021 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
CITIGROUP INC 04.6000 03/09/2026 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COCA-COLA CO/THE 02.2500 09/01/2026 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMCAST CORP 03.1500 03/01/2026 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CSX CORP 04.1000 03/15/2044 0.02%
CURTISS-WRIGHT CORP 0.02%
DEERE & COMPANY 02.6000 06/08/2022 0.02%
DEUTSCHE POST AG-REG 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
EVONIK INDUSTRIES AG 0.02%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GNMA GII30 635063 04.0000 03/20/2046 0.02%
GNMA GN30 635061 04.0000 03/15/2046 0.02%
GNR 2015-H25 BI IO 02.1202 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HMIR 2018-1 M1 04.1063 10/25/2028 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
HUSKY TLB L+300 05.5224 03/28/2025 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
IVORY COAST REGS 05.3750 07/23/2024 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.02%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.02%
JPMCC 2012-C8 C P/P 144A 04.6043 10/15/2045 0.02%
KBC GROUP NV 0.02%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.02%
KONINKLIJKE PHILIPS NV 0.02%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.02%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.02%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.02%
MICROSOFT CORP 04.2000 06/01/2019 0.02%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.02%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MOWI ASA 0.02%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEXT PLC 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NORFOLK SOUTHERN CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
PPSI 2004-WCW2 M3 03.5563 10/25/2034 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
RANDSTAD NV 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.02%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
S&P GLOBAL INC 04.4000 02/15/2026 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SG HOLDINGS CO LTD 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIMIZU CORP 0.02%
SIEMENS HEALTH 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SUZUKI MOTOR CORP 0.02%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TAPESTRY INC 0.02%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TJX COMPANIES INC 0.02%
TORONTO-DOMINION BANK 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
UNILEVER PLC 0.02%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.02%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WALT DISNEY CO/THE 0.02%
WAMU 2005-AR14 1A2 04.2152 12/25/2035 0.02%
WAMU 2005-AR9 A1C3 03.4663 07/25/2045 0.02%
WAMU 2007-HY2 1A1 03.6454 12/25/2036 0.02%
WARNER MEDIA LLC 02.9500 07/15/2026 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESFARMERS LTD 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3311 08/15/2050 0.02%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.7802 11/15/2045 0.02%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.02%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.95 R ISWP FWD US0003M P 03/18/2049 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AEGON NV 0.01%
AIB GROUP PLC 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTICE FRANCE SA P/P 144A 07.3750 05/01/2026 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMCOR LIMITED 0.01%
AMERICAN EXPRESS CO 0.01%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AP MOELLER-MAERSK A/S-A 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.01%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.01%
ASAHI KASEI CORP 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AT&T INC 0.01%
ATLAS COPCO AB-B SHS 0.01%
AUD/USD 01/16/2019 GSFX 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AUTOZONE INC 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.7010 12/15/2024 0.01%
AXA SA 0.01%
AXA SA P/P 144A 06.3790 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
AXALTA COATING SYSTEMS LTD 0.01%
BAE SYSTEMS PLC 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF MONTREAL 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAYERISCHE MOTOREN WERKE-PRF 0.01%
BCE INC 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOLIDEN AB 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BROTHER INDUSTRIES LTD 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2698 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.8063 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAD/USD 01/16/2019 BANKAM 0.01%
CAD/USD 01/16/2019 SSBT 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.1063 05/25/2024 0.01%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.01%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.01%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTRICA PLC 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7556 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8005 09/10/2045 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.01%
CHOCOLADEFABRIKEN LINDT-PC 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNP ASSURANCES 0.01%
COCA-COLA AMATIL LTD 0.01%
COMCAST CORP 03.9990 11/01/2049 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2013-CR11 XA IO 01.0952 08/10/2050 0.01%
COMM 2014-CR18 C 04.7313 07/15/2047 0.01%
COMM 2014-CR18 XA IO 01.1474 07/15/2047 0.01%
COMM 2014-CR19 XA IO 01.1763 08/10/2047 0.01%
COMM 2014-LC17 XA IO 00.8921 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.01%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS GROUP PLC 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 02.3930 08/25/2035 0.01%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE WOHNEN SE 0.01%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DIRECT LINE INSURANCE GROUP 0.01%
DNB NOR ASA 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
EAGLECLAW MID TL L+425 06.8690 06/30/2024 0.01%
EIFFAGE 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENAGAS SA 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
EQUITY RESIDENTIAL TR REIT 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.01%
FHR 3829 AS IO 04.4949 03/15/2041 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FUJIFILM HOLDINGS CORP 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GBP/USD CALL 1.34 20190613 BANKAM 0.01%
GENERAL DYNAMICS CORP 0.01%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GMAC CAPITAL TRUST I PCT 08.4011 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.01%
GNR 2013-99 AS IO 03.5799 06/20/2043 0.01%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H26 EI IO 01.7202 10/20/2065 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GSMS 2013-GC10 XA IO 01.5182 02/10/2046 0.01%
GSMS 2013-GC12 XA IO 01.4359 06/10/2046 0.01%
GSMS 2014-GC18 C 04.9959 01/10/2047 0.01%
GSMS 2014-GC22 XA IO 00.9899 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.8040 09/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HENKEL AG & CO KGAA 0.01%
HESS CORP 07.3000 08/15/2031 0.01%
HIKARI TSUSHIN INC 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HONGKONG LAND HOLDINGS LTD 0.01%
HSBC BANK USA NA 05.6250 08/15/2035 0.01%
HSBC USA INC 03.5000 06/23/2024 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN TOBACCO INC 0.01%
JARDINE MATHESON HLDGS LTD 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JFE HOLDINGS INC 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.01%
JPMBB 2014-C19 XA IO 01.1175 04/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9424 11/15/2047 0.01%
JPMBB 2015-C33 XA IO 00.9962 12/15/2048 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3698 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
JXTG HOLDINGS INC 0.01%
KERRY PROPERTIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KIMBERLY-CLARK CORP 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN INC 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MARATHON PETROLEUM CORP 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.01%
MONCLER SPA 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSAC 2004-HE6 M1 03.3313 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.1903 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.1539 07/15/2049 0.01%
MSRR 2015-R4 CB1 03.1408 08/26/2047 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BANK LTD 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONAL GRID PLC 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEC CORP 0.01%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NEVADA POWER CO 07.1250 03/15/2019 0.01%
NEWCREST MINING LTD 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIPPON STEEL & SUMITOMO META 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NORTHROP GRUMMAN CORP 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NUTRIEN LTD USD 05.2500 01/15/2045 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMIR 2018-1A M1 04.0563 07/25/2028 0.01%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORACLE CORP JAPAN 0.01%
ORKLA ASA 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PEPSICO INC 03.4500 10/06/2046 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PIGEON CORP 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.01%
PUBLICIS GROUPE 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QIAGEN N.V. 0.01%
QUEST DIAGNOSTICS INC 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RAMC 2003-4 A1 03.0263 03/25/2034 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RAYTHEON COMPANY 04.8750 10/15/2040 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
RTL GROUP 0.01%
RWE AG 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAMPO OYJ-A SHS 0.01%
SASC 2006-AM1 A4 02.6663 04/25/2036 0.01%
SCHINDLER HOLDING AG-REG 0.01%
SECOM CO LTD 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIRE PLC 0.01%
SIKA AG-REG 0.01%
SINGAPORE EXCHANGE LTD 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMITH & NEPHEW PLC 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SNAM SPA 0.01%
SOCIETE BIC SA 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2015-HQ2 M2 04.4563 05/25/2025 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNTRUST BANKS INC 0.01%
SWATCH GROUP AG/THE-REG 0.01%
SWIRE PROPERTIES LTD 0.01%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.01%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMACEUTICAL-SP ADR 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THALES SA 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6397 12/10/2045 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/JPY PUT 108.00 20190128 CITI 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOLKSWAGEN AG 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.01%
WAMU 2005-AR11 A1B3 02.9063 08/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2016-LC25 XA IO 01.0173 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.2310 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.8847 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C14 XA IO 00.7401 06/15/2046 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WP CAREY INC 04.6000 04/01/2024 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YAHOO JAPAN CORP 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.75 R ISWP FWD US0003M P 03/18/2021 0.00%
2.7845 R ISWP US0003M P 12/31/2028 0.00%
2.9585 R ISWP US0003M P 12/20/2028 0.00%
2.9585 R ISWP US0003M P 12/20/2048 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AGL ENERGY LTD 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTRIA GROUP INC 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMDOCS LTD 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRIS INTERNATIONAL PLC 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASHLAND GLOBAL HOLDINGS INC 0.00%
AUD/USD 01/16/2019 BANKAM 0.00%
AUD/USD 01/16/2019 BCAP-FX 0.00%
AUD/USD 01/16/2019 CITI 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 RBSF 0.00%
AUD/USD 01/16/2019 SSBT 0.00%
AUD/USD 01/16/2019 UBS 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BACM 2004-4 XC IO P/P 144A 00.3242 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4413 11/10/2041 0.00%
BACM 2007-1 XW IO 00.2114 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 03.5482 09/15/2026 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.6250 12/01/2021 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BEMIS COMPANY 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3144 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 01/16/2019 BCAP-FX 0.00%
CAD/USD 01/16/2019 GSFX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 JPMCB 0.00%
CAD/USD 01/16/2019 RBSF 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAD/USD 01/16/2019 WPAC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 0.00%
CANADIAN UTILITIES LTD-A 0.00%
CAS 2016-C05 2M1 03.8563 01/25/2029 0.00%
CAS 2016-C06 1M2 06.7563 04/25/2029 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7515 12/11/2049 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 10/15/2049 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 03/20/2019 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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MONSTER BEVERAGE CORP 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 01/16/2019 HSBCB 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NEW BIGFOOT OTHER ASSETS GMBH P/P 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWS CORP - CLASS A 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NN GROUP NV 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 03/20/2019 BCAP-FX 0.00%
NOK/USD 03/20/2019 CITI 0.00%
NOK/USD 03/20/2019 RBSF 0.00%
NOK/USD 03/20/2019 UBS 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NZD/USD 01/16/2019 BANKAM 0.00%
NZD/USD 01/16/2019 CSI-FX 0.00%
NZD/USD 01/16/2019 HSBCB 0.00%
NZD/USD 01/16/2019 JPMCB 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
NZD/USD 01/16/2019 SSBT 0.00%
NZD/USD 01/16/2019 UBS 0.00%
NZD/USD 01/16/2019 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONO PHARMACEUTICAL CO LTD 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PVH CORP 0.00%
QIAGEN N.V. 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.00%
RED ELECTRICA CORPORACION SA 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPSOL SA- RTS 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA 0.00%
SAFRAN SA 0.00%
SEK/USD 03/20/2019 CITI 0.00%
SEK/USD 03/20/2019 GSFX 0.00%
SEK/USD 03/20/2019 HSBCB 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 SSBT 0.00%
SERVICE CORP INTERNATIONAL 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2015-HQ1 M2 04.7063 03/25/2025 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUBARU CORP 0.00%
T-MOBILE US INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.00%
TOKYO ELECTRON LTD 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.00%
UDR INC 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USD/JPY PUT 105.00 20190128 CITI 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0450 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.2793 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1069 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.01%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.01%
AUD/USD 01/16/2019 CSI-FX -0.01%
AUD/USD 01/16/2019 HSBCB -0.01%
CAD/USD 01/16/2019 CITI -0.01%
CAD/USD 01/16/2019 CSI-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
JPY/USD 02/20/2019 CITI -0.01%
NOK/USD 03/20/2019 GSFX -0.01%
NOK/USD 03/20/2019 HSBCB -0.01%
NOK/USD 03/20/2019 JPMCB -0.01%
NOK/USD 03/20/2019 SSBT -0.01%
ZAR/USD 01/16/2019 GSFX -0.01%
NZD/USD 01/16/2019 GSFX -0.02%
FNMA FN30 TBA 03.0000 01/01/2049 -0.12%
FNMA FN30 TBA 03.5000 01/01/2049 -0.20%
E-MINI RUSS 2000 MAR19 RTYH9 -0.25%
CGPUTQL2 R US0003M P 11/26/19 CI -0.26%

Prior top 10 holdings

Top 10 holdings as of 02/28/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
Cisco Systems
Boeing
Verizon Communications
Home Depot
Chevron
Holdings represent 13.59% of portfolio
Top 10 holdings as of 01/31/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
S&P Gsci Excess Return Index 3x Note 1/27/2020
JPMorgan Chase
Apple
Cisco Systems
Boeing
Home Depot
Verizon Communications
Holdings represent 14.15% of portfolio
Top 10 holdings as of 12/31/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Alphabet
JPMorgan Chase
S&P Gsci Excess Return Index 3x Note 1/27/2020
Apple
Verizon Communications
Home Depot
Cisco Systems
Boeing
Holdings represent 14.20% of portfolio
Top 10 holdings as of 11/30/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
Verizon Communications
Cisco Systems
Home Depot
Boeing
Citigroup
Holdings represent 13.85% of portfolio

Portfolio composition as of 02/28/19

U.S. large-cap equity 42.44%
U.S. Investment-grade bonds 24.07%
International equity 10.88%
U.S. small- and mid-cap equity 8.96%
U.S. money markets 7.87%
U.S. High-yield bonds 5.78%

Fixed income statistics as of 02/28/19

Average effective maturity 7.58 yrs.
Average effective duration 1.59 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.97% 1.72% 1.72% 1.47% 1.22% 0.72% 0.62% 0.72%
What you pay 0.97% 1.72% 1.72% 1.47% 1.22% 0.72% 0.62% 0.72%

Sales charge

Investment Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 5.75% 0.00% 0.00% 3.50% -- -- -- --
$50,000-$99,999 4.50% 0.00% 0.00% 2.50% -- -- -- --
$100,000-$249,999 3.50% -- 0.00% 1.50% -- -- -- --
$250,000-$499,999 2.50% -- 0.00% 1.00% -- -- -- --
$500,000-$999,999 2.00% -- 0.00% 1.00% -- -- -- --
$1M-$4M 0.00% -- -- -- -- -- -- --
$4M-$50M 0.00% -- -- -- -- -- -- --
$50M+ 0.00% -- -- -- -- -- -- --

CDSC

  Class A (sales for $1,000,000+) Class B Class C Class M Class R Class R5 Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- -- --
9 to 12 mts. 1.00% 5.00% 1.00% -- -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- -- --

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.

Consider these risks before investing: Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.